NEW YORK LIFE INVESTMENT MANAGEMENT LLC Diversified Active

CIK: 0001133639 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 15, 2017

Total Value ($000): $863,286 (100.0% shares, 0.0% debt)

Holdings (34)

— IQ ENHANCED CORE PLUS BOND U 19.1%

Value ($000) $164,970 Shares 8,369,887 Est. Cost $20.31 Unrealized —

HFXI IQ 50PCT HEDGED FTSE INT ETF 15.0%

Value ($000) $129,620 Shares 7,149,473 Est. Cost $17.43 Unrealized —

— IQ GLOBAL RESOURCES ETF 9.1%

Value ($000) $78,704 Shares 3,134,359 Est. Cost $25.73 Unrealized —

IWM ISHARES RUSSELL 2000 7.6%

Value ($000) $65,298 Shares 484,226 Est. Cost $118.68 Unrealized —

— EXPRESS SCRIPTS HOLDING COMPANY 6.0%

Value ($000) $52,041 Shares 756,524 Est. Cost $80.96 Unrealized —

— IQ Enhanced Core Bond US ETF 5.4%

Value ($000) $46,960 Shares 2,404,344 Est. Cost $20.24 Unrealized —

GVI ISHARES INTERMEDIATE GOVERNM 4.9%

Value ($000) $42,372 Shares 385,730 Est. Cost $111.57 Unrealized —

VCLT VANGUARD LONG TERM CORPORATE BOND 4.0%

Value ($000) $34,891 Shares 390,500 Est. Cost $92.41 Unrealized —

— IQ LEADERS GTAA TRACKER ETF 3.5%

Value ($000) $30,448 Shares 1,422,810 Est. Cost $21.30 Unrealized —

LQD ISHARES IBOXX $ INVESTMENT GRADE CORP BD 3.3%

Value ($000) $28,873 Shares 246,400 Est. Cost $118.40 Unrealized —

— IQ 50PCT HEDGED FTSE JPN ETF 2.8%

Value ($000) $24,316 Shares 1,327,287 Est. Cost $17.42 Unrealized —

— IQ 50PCT HEDGED FTSE EUR ETF 2.7%

Value ($000) $23,643 Shares 1,373,182 Est. Cost $17.59 Unrealized —

IGLB ISHARES 10 YEAR CREDIT BOND BND ETFUND 2.7%

Value ($000) $23,204 Shares 395,300 Est. Cost $61.28 Unrealized —

IGIB ISHARES INTERMEDIATE CREDIT 2.1%

Value ($000) $18,380 Shares 169,886 Est. Cost $108.14 Unrealized —

VOE VANGUARD MID-CAP VALUE ETF 1.3%

Value ($000) $11,578 Shares 119,128 Est. Cost $91.99 Unrealized —

BLV VANGUARD LONG TERM BOND INDEX FUND 1.3%

Value ($000) $11,525 Shares 129,300 Est. Cost $94.01 Unrealized —

VCIT VANGUARD INTERMEDIATE TERM CORPORA 1.3%

Value ($000) $11,518 Shares 134,400 Est. Cost $86.35 Unrealized —

AAXJ ISHARES MSCI ALL COUNTRY ASI 1.3%

Value ($000) $11,342 Shares 206,482 Est. Cost $59.97 Unrealized —

VTIP VANGUARD S/T INFL PROT SEC INDEX FUND 1.1%

Value ($000) $9,921 Shares 201,814 Est. Cost $48.37 Unrealized —

— VANECK VECTORS EMERGING MARK 1.0%

Value ($000) $8,909 Shares 506,216 Est. Cost $18.82 Unrealized —

EWX SPDR S&P EMERGING MKTS SMALL 0.8%

Value ($000) $7,032 Shares 177,030 Est. Cost $43.55 Unrealized —

SPLB ING SPDR BLOOMBERG BARCLAYS LONG TERM ET 0.7%

Value ($000) $5,809 Shares 145,700 Est. Cost $41.24 Unrealized —

IWD ISHARES RUSSELL 1000 VALUE 0.5%

Value ($000) $4,383 Shares 39,121 Est. Cost $105.30 Unrealized —

TIP ISHARES TIPS BOND ETF 0.5%

Value ($000) $4,250 Shares 37,554 Est. Cost $111.17 Unrealized —

— HALCON RESOURCES CORP 0.3%

Value ($000) $2,403 Shares 257,325 Est. Cost $9.38 Unrealized —

INDA ISHARES MSCI INDIA ETF 0.2%

Value ($000) $1,763 Shares 65,770 Est. Cost $29.40 Unrealized —

— IQ HEDGE EVENT-DRIVEN TRACKE 0.2%

Value ($000) $1,576 Shares 80,000 Est. Cost $19.00 Unrealized —

— IQ HEDGE LONG/SHORT TRACKER 0.2%

Value ($000) $1,546 Shares 80,000 Est. Cost $18.57 Unrealized —

— ISHARES MSCI FRONTIER 100 0.2%

Value ($000) $1,538 Shares 61,888 Est. Cost $32.22 Unrealized —

GLIN VANECK VECTORS INDIA S/C 0.2%

Value ($000) $1,326 Shares 32,534 Est. Cost $42.20 Unrealized —

EPHE ISHARES MSCI PHILIPPINES 0.2%

Value ($000) $1,321 Shares 40,741 Est. Cost $37.32 Unrealized —

AFK VANECK VECTORS AFRICA INDEX 0.1%

Value ($000) $876 Shares 44,242 Est. Cost $20.07 Unrealized —

EPOL ISHARES MSCI POLAND CAPPED E 0.1%

Value ($000) $772 Shares 42,608 Est. Cost $20.59 Unrealized —

— THE INTERPUBLIC GROUP OF COMPANIES 0.0%

Value ($000) $178 Shares 7,584 Est. Cost $9.16 Unrealized +77.2%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	IQ ENHANCED CORE PLUS BOND U	8,369,887	$164,970	19.1%	$20.31	—	IQ ENCH COR PL	45409B479
HFXI	IQ 50PCT HEDGED FTSE INT ETF	7,149,473	$129,620	15.0%	$17.43	—	HDGD FTSE INTL	45409B560
—	IQ GLOBAL RESOURCES ETF	3,134,359	$78,704	9.1%	$25.73	—	IQ GLB RES ETF	45409B883
IWM	ISHARES RUSSELL 2000	484,226	$65,298	7.6%	$118.68	—	RUSSELL 2000 ETF	464287655
—	EXPRESS SCRIPTS HOLDING COMPANY	756,524	$52,041	6.0%	$80.96	—	COM	30219G108
—	IQ Enhanced Core Bond US ETF	2,404,344	$46,960	5.4%	$20.24	—	IQ ENCH BD US	45409B487
GVI	ISHARES INTERMEDIATE GOVERNM	385,730	$42,372	4.9%	$111.57	—	INTRM GOV/CR ETF	464288612
VCLT	VANGUARD LONG TERM CORPORATE BOND	390,500	$34,891	4.0%	$92.41	—	LG-TERM COR BD	92206C813
—	IQ LEADERS GTAA TRACKER ETF	1,422,810	$30,448	3.5%	$21.30	—	IQ LEADERS GTA	45409B511
LQD	ISHARES IBOXX $ INVESTMENT GRADE CORP BD	246,400	$28,873	3.3%	$118.40	—	IBOXX INV CP ETF	464287242
—	IQ 50PCT HEDGED FTSE JPN ETF	1,327,287	$24,316	2.8%	$17.42	—	HDGD FTSE JAPN	45409B537
—	IQ 50PCT HEDGED FTSE EUR ETF	1,373,182	$23,643	2.7%	$17.59	—	HDGD FTSE EURO	45409B552
IGLB	ISHARES 10 YEAR CREDIT BOND BND ETFUND	395,300	$23,204	2.7%	$61.28	—	10 YR CR BD ETF	464289511
IGIB	ISHARES INTERMEDIATE CREDIT	169,886	$18,380	2.1%	$108.14	—	INTERM CR BD ETF	464288638
VOE	VANGUARD MID-CAP VALUE ETF	119,128	$11,578	1.3%	$91.99	—	MCAP VL IDXVIP	922908512
BLV	VANGUARD LONG TERM BOND INDEX FUND	129,300	$11,525	1.3%	$94.01	—	LONG TERM BOND	921937793
VCIT	VANGUARD INTERMEDIATE TERM CORPORA	134,400	$11,518	1.3%	$86.35	—	INT-TERM CORP	92206C870
AAXJ	ISHARES MSCI ALL COUNTRY ASI	206,482	$11,342	1.3%	$59.97	—	MSCI AC ASIA ETF	464288182
VTIP	VANGUARD S/T INFL PROT SEC INDEX FUND	201,814	$9,921	1.1%	$48.37	—	STRM INFPROIDX	922020805
—	VANECK VECTORS EMERGING MARK	506,216	$8,909	1.0%	$18.82	—	JP MORGAN MKTS	92189F494
EWX	SPDR S&P EMERGING MKTS SMALL	177,030	$7,032	0.8%	$43.55	—	S&P EMKTSC ETF	78463X756
SPLB	ING SPDR BLOOMBERG BARCLAYS LONG TERM ET	145,700	$5,809	0.7%	$41.24	—	BLOMBERG BRC COR	78464A367
IWD	ISHARES RUSSELL 1000 VALUE	39,121	$4,383	0.5%	$105.30	—	RUS 1000 VAL ETF	464287598
TIP	ISHARES TIPS BOND ETF	37,554	$4,250	0.5%	$111.17	—	TIPS BD ETF	464287176
—	HALCON RESOURCES CORP	257,325	$2,403	0.3%	$9.38	—	COM PAR NEW	40537Q605
INDA	ISHARES MSCI INDIA ETF	65,770	$1,763	0.2%	$29.40	—	MSCI INDIA ETF	46429B598
—	IQ HEDGE EVENT-DRIVEN TRACKE	80,000	$1,576	0.2%	$19.00	—	HDG EVE DRIV	45409B404
—	IQ HEDGE LONG/SHORT TRACKER	80,000	$1,546	0.2%	$18.57	—	LNG SHT TRACK	45409B305
—	ISHARES MSCI FRONTIER 100	61,888	$1,538	0.2%	$32.22	—	MSCI FRNTR100ETF	464286145
GLIN	VANECK VECTORS INDIA S/C	32,534	$1,326	0.2%	$42.20	—	INDIA SMALL CAP	92189F767
EPHE	ISHARES MSCI PHILIPPINES	40,741	$1,321	0.2%	$37.32	—	MSCI PHILIPS ETF	46429B408
AFK	VANECK VECTORS AFRICA INDEX	44,242	$876	0.1%	$20.07	—	AFRICA INDEX ETF	92189F866
EPOL	ISHARES MSCI POLAND CAPPED E	42,608	$772	0.1%	$20.59	—	MSCI POL CAP ETF	46429B606
—	THE INTERPUBLIC GROUP OF COMPANIES	7,584	$178	0.0%	$9.16	+77.2%	COM	460690100